Smith, Richard J
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Incoming Resources
- Contributor of12
- Tests of rank in reduced rank regression models
- Quantification of qualitative firm-level survey data
- Interpolation using a dynamic regression model, specification and Monte Carlo properties
- A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
- The forecasting performance of the OECd composite leading indicators for France, Germany, Italy and the UK
- Structural analysis of vector error correction models with exogenous I(1) variables
- Testing for the existence of a long-run relationship
- A monthly indicator of GDP
- Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- A unified approach to estimation and orthogonality tests in linear single equation econometric models
- An automatic leading indicator of economic activity, forecasting GDP growth for European countries
- Creator of1